A discontinuous mispricing model under asymmetric information
Winston S. Buckley; Hongwei Long
| Year of publication: |
2015
|
|---|---|
| Authors: | Buckley, Winston S. ; Long, Hongwei |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 243.2015, 3 (16.6.), p. 944-955
|
| Subject: | Mispricing | Levy jumps | Asymmetric information | Optimal portfolio | Expected utility | Asymmetrische Information | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsnutzen | CAPM | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010513805